+48.3%
IEMG vs CLX
-38.5%
+86.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.3% |
| 7D | -1.3% | -5.7% | +4.4% | -0.9% |
| 30D | +1.9% | -17.0% | +18.9% | +3.1% |
| 3M | +1.4% | -9.7% | +11.1% | +2.0% |
| 6M | +15.2% | -19.8% | +35.0% | +16.7% |
| YTD | +23.8% | -9.8% | +33.7% | +24.8% |
| 1Y | +30.7% | -26.2% | +56.8% | +33.2% |
| 3Y | +83.3% | -36.2% | +119.5% | +87.7% |
| All | +48.3% | -38.5% | +86.8% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling